To echo what R_G said - you should definitely include more information about your environment to get better help.
What's happening here could be that you don't have sublime text installed in your applications (if you downloaded on a mac, you have to drag it into the applications folder - Or you don't have the 'subl' command set up in your command line. I never got subl as a command to work from my command line when I was working on a windows computer....
Here are instructions on how to do these things - if you are working from a Mac. http://www.sublimetext.com/docs/2/osx_command_line.html
What it's trying to get you to do is just open the gemfile with sublime text - so since you are just beginning -- just do that. Manually open the sublime text application and then manually find the gem file in your application folders and open it.